def algo3():
print("algo 3:\nrandomly buy/sell every x minutes")
if (a.marketIsOpen()):
num2Buy = 20 # of unique stocks to buy
numShares = 10 # of shares of each stock to buy
symbols = a.getVolatilePennies(5, 'up')
pos = a.getPos()
# symbols = a.getPennies(1,'up')
min2wait = 5
if (int(a.marketTime()[4]) % min2wait == 0):
if (random.randint(0, 1)):
#buy from symbols list
a.createOrder("buy", random.randint(1, numShares),
symbols[random.randint(0,
len(symbols) - 1)],
"market", "day")
else:
#sell from positions list
rndStk = pos[random.randint(
0,
len(pos) - 1)] #get a random stock that's held
a.createOrder("sell", random.randint(1, int(rndStk["qty"])),
rndStk["symbol"], "market", "day")
def algo1():
print(
"algo 1:\nbuy at market open\nif return >= X%, sell\nif return <= Y%, sell, rebuy a different stock\nsell at market close\nrepeat"
)
if (a.marketIsOpen()):
cashOnHand = float(a.getAcct()["cash"]) #avaiable cash to buy with
maxPrice = 5 #should be 1,2, or 5 usually
symbols = a.getVolatilePennies(maxPrice, 'up')
uniqueAvailable = len(symbols)
num2Buy = int(
uniqueAvailable * 3 / 4
) # of unique stocks to buy - don't do all of them, this should avoid too many repeats
numShares = int(cashOnHand / maxPrice /
num2Buy) # of shares of each stock to buy
# symbols = a.getPennies(1,'up')
min2hold = min(
num2Buy,
5) #minnumber to go down to before selling all and restarting
waitTime = 5 #time to wait (s) between checking again
perc2sellup = 12 # sell at this % gain
perc2selldn = 20 # sell at this % loss
#TODO: add second perc to sell at based on some other factors (i.e. it hasn't changed much or something)
while (timeTillClose() >= 300): #go until ~5 min before market closes
pos = a.getPos()
if (len(pos) >= min2hold):
for e in pos:
diff = float(e["current_price"]) - float(
e["avg_entry_price"])
# print(e)
perc = diff / float(e["avg_entry_price"]) * 100
if (diff > 0 or perc <= -3 / 4 * perc2selldn
): #show the info when it gets close to failing
print(e["symbol"] + " - " + str(perc) + "%")
if ((perc >= perc2sellup or perc <= -perc2selldn
)): #if it meets the criteria to sell
print(
a.createOrder("sell", e["qty"], e["symbol"],
"market", "day"))
if (perc <= -perc2selldn
): #if it failed, rebuy a random stock
a.buyRandom(1, symbols, numShares)
else:
a.sellAll(0)
a.buyRandom(num2Buy, symbols, numShares)
print("\n" + str(len(pos)) + " stocks remaining...\n")
time.sleep(waitTime)
a.sellAll(0)
print("Market is Closed.")
def updateStockList():
global gainers, gainerDates, gStocksUpdated
print("Updating stock list")
#list of stocks that may gain in the near future as well as currently held stocks and their last gain date
gainerDates = a.o.getGainers(
list(dict.fromkeys(a.o.getList() + [e['symbol'] for e in a.getPos()]))
) #combine nasdaq list & my stocks & remove duplicates - order doesn't matter
#only add gainers who are not in the news for a reverse stock split and have not already been traded today
todaysTrades = a.getTrades(str(a.o.dt.date.today()))
soldToday = [e['symbol'] for e in todaysTrades if e['side'] == 'sell']
for e in list(gainerDates):
news = str(ns.scrape(e)).lower()
#TODO: use the nasdaq calendar splits api instead of scraping the news
if (not ("reverse stock split" in news
or "reverse-stock-split" in news) and (e not in soldToday)):
gainers.append(e)
print(f"Done updating list - {len(gainers)} potential gainers")
gStocksUpdated = True
def mark2sell():
p = a.getPos()
splitters = a.o.reverseSplitters()
for e in p:
print(f"{e['symbol']}\tmarked to sell? ", end="")
# news = str(ns.scrape(e['symbol'])).lower()
# shouldSell = "reverse stock split" in news or "reverse-stock-split" in news or "bankrupt" in news #sell before a reverse stock split or bankruptcy
shouldSell = e['symbol'] in splitters
print(shouldSell)
with open(a.o.c['File Locations']['latestTradesFile'], "r") as f:
latestTrades = a.o.json.loads(f.read())
try:
latestTrades['doubleJump'][e['symbol']]['shouldSell'] = shouldSell
except Exception: #for legacy - transition from the old format
latestTrades['doubleJump'][e['symbol']] = {
'shouldSell': shouldSell
}
with open(a.o.c['File Locations']['latestTradesFile'], "w") as f:
f.write(a.o.json.dumps(latestTrades, indent=2))
def updateStockList():
global gainers, gStocksUpdated
print("Updating stock list")
gainers = {} #clear the gainer list
#list of stocks that may gain in the near future as well as currently held stocks and their last gain date
gainerDates = a.o.getGainers(
list(dict.fromkeys(a.o.getList() + [e['symbol'] for e in a.getPos()]))
) #combine nasdaq list & my stocks & remove duplicates - order doesn't matter
#only add gainers who are not slated for a reverse stock split and have not already been traded today
todaysTrades = a.getTrades(str(a.o.dt.date.today()))
soldToday = [e['symbol'] for e in todaysTrades if e['side'] == 'sell']
splitters = a.o.reverseSplitters()
for e in gainerDates:
# news = str(ns.scrape(e)).lower()
# if(not ("reverse stock split" in news or "reverse-stock-split" in news) and (e not in soldToday)):
if (e not in splitters and (e not in soldToday)):
gainers[e] = gainerDates[e]
#TODO: this could probably be reduced to remove gainerDates and just update gainers. removing the ones that show up in splitters rather than adding the ones not in splitters
print(f"Done updating list - {len(gainers)} potential gainers")
gStocksUpdated = True
def mainAlgo():
global gStocksUpdated #this only gets set once in this function - after market is closed
isMaster = a.o.c[
'isMaster'] #is the master or a slave program - a slave will relinquish control to a master if the master is running, but will take over if the master dies
minBuyPow = a.o.c['minBuyPow'] #min buying power to hold onto if..
buyPowMargin = a.o.c['buyPowMargin'] # actual buy pow > this*minBuyPow
minDolPerStock = a.o.c[
'minDolPerStock'] #min $ to dedicate to an individual stock
minPortVal = a.o.c[
'minPortVal'] #stop trading if portfolio reaches this amount
sellUp = a.o.c[
'sellUp'] #trigger point. Compare to when it was bought, additional logic to see if it goes higher
sellDn = a.o.c['sellDn'] #limit loss
sellUpDn = a.o.c[
'sellUpDn'] #sell if it triggers sellUp then drops sufficiently
#init the stock list if we rereun during the week
if (a.o.dt.date.today().weekday() < 5): #not saturday or sunday
with open(a.o.c['latestTradesFile'], "r") as f:
latestTrades = a.o.json.loads(f.read())
portVal = float(a.getAcct()['portfolio_value'])
while portVal > minPortVal: #TODO: adjust minPortVal to be some % of max port val
random.shuffle(
gainers
) #randomize list so when buying new ones, they won't always choose the top of the original list
#TODO: if slave, check here to see if master is back online
if (not isMaster and a.o.masterLives()):
a.o.time.sleep(3600)
else: #is the master or the master is dead
if (a.marketIsOpen()):
print("\nMarket is open")
with open(a.o.c['latestTradesFile'], "r") as f:
latestTrades = a.o.json.loads(f.read())
acctInfo = a.getAcct()
stocksUpdated = gStocksUpdated #set the local value to the global value
portVal = float(acctInfo['portfolio_value'])
print(
f"Portfolio val is ${round(portVal,2)}. Buying power is ${round(float(acctInfo['buying_power']),2)}, ${max(float(round(float(acctInfo['buying_power']),2))-minBuyPow*buyPowMargin,0)} available"
)
#only update the stock list and buy stocks if the gainers list is done being populated/updated and that we actually have enough money to buy things
if ('listUpdate'
not in [t.getName() for t in threading.enumerate()]
and float(acctInfo['buying_power']) >= minDolPerStock):
#update the stock list 20 minutes before close, if it's not already updated
if ((not stocksUpdated) and
a.timeTillClose() <= a.o.c['updateListTime'] * 60):
updateThread = threading.Thread(
target=updateStockList) #init the thread
updateThread.setName(
'listUpdate') #set the name to the stock symb
updateThread.start() #start the thread
#check here if the time is close to close - in the function, check that the requested stock didn't peak today
if (
a.timeTillClose() <= a.o.c['buyTime'] * 60
): #must be within some time before close to start buying and buying thread cannot be running already
#Use this for non-threading:
check2buy(latestTrades, minBuyPow, buyPowMargin,
minDolPerStock)
'''
#use this for threading:
if('buying' not in [t.getName() for t in threading.enumerate()] and a.timeTillClose()<=a.o.c['buyTime']*60): #must be within some time before close to start buying and buying thread cannot be running already
buyThread = threading.Thread(target=check2buy, args=(latestTrades, minBuyPow, buyPowMargin, dolPerStock)) #init the thread
buyThread.setName('buying') #set the name to the stock symb
a.o.buyThread.start() #start the thread
'''
print("Tradable Stocks:")
check2sell(a.getPos(), latestTrades, sellDn, sellUp, sellUpDn)
'''
with open(a.o.c['webDataFile'],'w') as f:
f.write(a.o.json.dumps({"portVal":round(portVal,2),"updated":a.o.dt.datetime.utcnow().strftime("%Y-%m-%d, %H:%M")+" UTC"}))
'''
a.o.time.sleep(60)
else:
print("Market closed.")
gStocksUpdated = False
p = a.getPos()
for e in p:
print(f"{e['symbol']} marked to sell? ", end="")
news = str(ns.scrape(e['symbol'])).lower()
#add field to latest trades if it's marked to be sold
shouldSell = "reverse stock split" in news or "reverse-stock-split" in news #sell before a reverse stock split
print(shouldSell)
with open(a.o.c['latestTradesFile'], "r") as f:
latestTrades = a.o.json.loads(f.read())
try:
latestTrades[e['symbol']]['shouldSell'] = shouldSell
except Exception:
latestTrades[e['symbol']] = {'shouldSell': shouldSell}
with open(a.o.c['latestTradesFile'], "w") as f:
f.write(a.o.json.dumps(latestTrades, indent=2))
if (a.o.dt.date.today().weekday() == 4): #if it's friday
print("Removing saved csv files"
) #delete all csv files in stockDataDir
for f in glob(a.o.c['stockDataDir'] + "*.csv"):
a.o.os.unlink(f)
tto = a.timeTillOpen()
print("Opening in " + str(round(tto / 3600, 2)) + " hours")
a.o.time.sleep(tto)
def main():
global gStocksUpdated #this only gets set once in this function - after market is closed
isMaster = bool(
a.o.c['Master Info']['isMaster']
) #is the master or a slave program - a slave will relinquish control to a master if the master is running, but will take over if the master dies
minBuyPow = float(a.o.c['Account Params']
['minBuyPow']) #min buying power to hold onto if..
buyPowMargin = float(a.o.c['Account Params']
['buyPowMargin']) # actual buy pow > this*minBuyPow
minDolPerStock = float(
a.o.c['Account Params']
['minDolPerStock']) #min $ to dedicate to an individual stock
minPortVal = float(
a.o.c['Account Params']
['minPortVal']) #stop trading if portfolio reaches this amount
sellUp = float(
a.o.c['Sell Params']['sellUp']
) #trigger point. Compare to when it was bought, additional logic to see if it goes higher
sellDn = float(a.o.c['Sell Params']['sellDn']) #limit loss
sellUpDn = float(
a.o.c['Sell Params']
['sellUpDn']) #sell if it triggers sellUp then drops sufficiently
#init the stock list if we rereun during the week
if (a.o.dt.date.today().weekday() < 5): #not saturday or sunday
with open(a.o.c['File Locations']['latestTradesFile'], "r") as f:
latestTrades = a.o.json.loads(f.read())
portVal = float(a.getAcct()['portfolio_value'])
while portVal > minPortVal: #TODO: adjust minPortVal to be some % of max port val (based on closing values)
#TODO: if slave, check here to see if master is back online
if (not isMaster and a.o.masterLives()):
a.o.time.sleep(3600)
else: #is the master or the master is dead
if (a.marketIsOpen()):
print("\nMarket is open")
with open(a.o.c['File Locations']['latestTradesFile'],
"r") as f:
latestTrades = a.o.json.loads(f.read())
pos = a.getPos()
acctInfo = a.getAcct()
#TODO: move this to after the check2Buy part to show updated port/cash values
portVal = float(acctInfo['portfolio_value'])
print(
f"Portfolio val is ${round(portVal,2)}. Buying power is ${round(float(acctInfo['cash']),2)}, ${round(float(acctInfo['cash']) if float(acctInfo['cash'])<=minBuyPow else max(0,float(acctInfo['cash'])-minBuyPow*buyPowMargin),2)} available"
)
#if the program is started while the market is open, update the stock list immediately (do not try to run it again if it's already running)
if (not gStocksUpdated and 'markUpdate'
not in [t.getName() for t in threading.enumerate()]):
#mark stocks to be sold, then update the stock list
markUpdateThread = threading.Thread(
target=markAndUpdate) #init the thread
markUpdateThread.setName(
'markUpdate') #set the name to the stock symb
markUpdateThread.start() #start the thread
#only update the stock list and buy stocks if the gainers list is done being populated/updated and that we actually have enough money to buy things
if ('listUpdate'
not in [t.getName() for t in threading.enumerate()]
and float(acctInfo['cash']) >= minDolPerStock):
#check here if the time is close to close - in the function, check that the requested stock didn't peak today
if (
a.timeTillClose() <=
float(a.o.c['Time Params']['buyTime']) * 60
): #must be within some time before close to start buying and buying thread cannot be running already
#Use this for non-threading:
check2buyDJ(latestTrades, pos, minBuyPow, buyPowMargin,
minDolPerStock)
'''
#use this for threading:
if('buying' not in [t.getName() for t in threading.enumerate()] and a.timeTillClose()<=a.o.c['Time Params']['buyTime']*60): #must be within some time before close to start buying and buying thread cannot be running already
buyThread = threading.Thread(target=check2buyDJ, args=(latestTrades, minBuyPow, buyPowMargin, dolPerStock)) #init the thread
buyThread.setName('buying') #set the name to the stock symb
a.o.buyThread.start() #start the thread
'''
# print("Tradable Stocks:")
check2sellDJ(pos, latestTrades, sellDn, sellUp, sellUpDn)
'''
with open(a.o.c['File Locations']['webDataFile'],'w') as f:
f.write(a.o.json.dumps({"portVal":round(portVal,2),"updated":a.o.dt.datetime.utcnow().strftime("%Y-%m-%d, %H:%M")+" UTC"}))
'''
a.o.time.sleep(60)
else:
print("Market closed.")
gStocksUpdated = False
if (a.o.dt.date.today().weekday() == 4
and a.o.dt.datetime.now().time() >
a.o.dt.time(12)): #if it's friday afternoon
print("Removing saved csv files"
) #delete all csv files in stockDataDir
for f in glob(a.o.c['File Locations']['stockDataDir'] +
"*.csv"):
a.o.os.unlink(f)
tto = a.timeTillOpen()
print(f"Opening in {round(tto/3600,2)} hours")
#at n minutes or later before market opens, update the stock list. If market is open, update immediately
if (tto <= float(a.o.c['Time Params']['updateListTime']) * 60):
#mark stocks to be sold, then update the stock list
markUpdateThread = threading.Thread(
target=markAndUpdate) #init the thread
markUpdateThread.setName(
'markUpdate') #set the name to the stock symb
markUpdateThread.start() #start the thread
a.o.time.sleep(
tto
) #we'll probably lose ~1 second of market time in the morning
else:
print(
f"Updating list in {round((tto-float(a.o.c['Time Params']['updateListTime'])*60)/3600,2)} hours"
)
a.o.time.sleep(
tto - float(a.o.c['Time Params']['updateListTime']) *
60) #sleep until time to update
print(
f"Portfolio value of ${portVal} is less than minimum value of ${round(minPortVal,2)}"
)
a.sellAll()
def algo11():
#initial conditions
symb = 'xspa' #symbol to work with
timeLimit = 10 #trading days since start to stop
startDate = date(2020, 5, 6) #day first started investing
startPortVal = float(
a.getAcct()['portfolio_value']) #starting portfolio value
#selling constants (%)
portSellUp = 20
portSellDn = 25
stockSellDn = 16
stockSellUp = 2
stockSellUpDn = 1
#timing constants (s)
countdown = 10
longwait = 60 * 10
shortWait = 30
#variables
tradeMadeToday = False #flag if a trade has been made today
currentPortVal = 0
currentStockVal = 0
sellPrice = 0 #price stocks sold at - $/share
shares2buy = 0 #number of shares to buy in a given order
#this assumes that shares are held of the stock 'symb', or no shares are held at all
while (True):
maxStockVal = 0 #additional variable to set/reset after the time limit/period
#additional functionailty to choose new stocks on some cirteria should go here
#at this point, all of the money should be in buying power
#make sure that the shares are held in the correct stock, if not, prompt to sell
if (a.getShares(symb) == 0 and not tradeMadeToday):
if (
len(a.getPos())
): #this shouldn't ever happen, but just in case, we error check
print(str(a.getPos()).replace(',', '\n') + "\n")
print("Error: Shares already held other than " + symb)
if (
not a.sellAll(1)
): #prompt user to sell all - returns 0 if cancelled, 1 if finished selling
sys.exit(
"Only shares of '" + symb +
"' are valid. Please sell all to proceed."
) #restart if cancelled - program probably won't work otherwise
else: #this should happen the most often - if we're sure no stocks are held, then we can buy some
if (not a.marketIsOpen()
): #wait until open, if it's not already
print("Waiting till open to buy.")
time.sleep(a.timeTillOpen())
shares2buy = int(
float(acctInfo['buying_power']) / a.getPrice(symb))
print(a.createOrder("buy", shares2buy, symb, "market", "day"))
tradeMadeToday = True
startDate = date.today()
#at this point, we should have as many shares as we can afford
while (nwd(startDate, date.today()) <=
timeLimit): #as long as we're in the time limit
if (not tradeMadeToday and a.marketIsOpen()):
currentStockVal = a.getPrice(
symb) # if(a.getShares(symb)) else currentStockVal = 0 #
if (currentStockVal <
(a.getBuyPrice(symb) * (1 - stockSellDn / 100))):
print("Lost the stock")
a.sellAll(0)
sellPrice = a.getPrice(symb)
tradeMadeToday = True
elif (currentStockVal >=
(a.getBuyPrice(symb) * (1 + stockSellUp / 100))
and a.getBuyPrice(symb) > 0):
print("Won the stock")
while (currentStockVal >
(maxStockVal * (1 - stockSellUpDn / 100))):
time.sleep(shortwait)
currentStockVal = a.getPrice(symb)
maxStockVal = max(maxStockVal, currentStockVal)
print("Current Stock Value: " + str(currentStockVal) +
", Sell price:" + str(maxStockVal *
(1 - stockSellUpDn / 100)))
a.sellAll(0)
tradeMadeToday = True
acctInfo = a.getAcct()
currentPortVal = float(acctInfo['portfolio_value'])
if (currentPortVal <= startPortVal * (1 - portSellDn / 100)):
print("Lost the portfolio")
a.sellAll(0)
sellPrice = a.getPrice(symb)
# tradeMadeToday = True
break
elif (currentPortVal >= startPortVal * (1 + portSellUp / 100)):
print("Won the portfolio!")
a.sellAll(0)
sellPrice = a.getPrice(symb)
# tradeMadeToday = True
break
if (not tradeMadeToday and a.getShares(symb) == 0):
print("No trades today, and no shares held, so we're buying.")
shares2buy = int(
float(acctInfo['buying_power']) / a.getPrice(symb))
print(a.createOrder('buy', shares2buy, symb, 'market', 'day'))
if (a.marketIsOpen() and not tradeMadeToday
): #this enforces 1 trade per day only during market open
print(
"Market is open, and no trades made today - Current Portfolio Value Change: "
+ str(a.getPortfolioChange(startPortVal)) + "%")
time.sleep(longwait)
else:
print(str(timeTillOpen()) + " seconds till open. Be patient.")
time.sleep(timeTillOpen() - countdown)
tradeMadeToday = False #reset for the start of a new day
for i in range(countdown, 0, -1):
print(i)
time.sleep(1)
print("Welcome to day " + str(nwd(startDate, date.today())) +
" of " + str(timeLimit) +
" - Current Portfolio Value: " +
a.getAcct()['portfolio_value'] + " | " +
str(a.getPortfolioChange(startPortVal)) +
"% from start of period.")
print("End of Period. Selling all and starting over.")
a.sellAll(0)
tradeMadeToday = True
startPortVal = float(a.getAcct()['portfolio_value'])
startDate = date.today()
def algo8():
print(
"algo 8:\nbuy a bunch of volatile stocks\nif stock return > portfolio return + some %, sell the stock, buy a new random one\nif portfolio return >= 2x target %, sellAll & stop for the day\nif portfolio return reached target %, but has since gone down, sellAll & stop for the day\nif portfolio return <= max allowed loss, then sellAll & stop for the day"
)
openTime = int(
a.marketTime()
[3]) #this assumes the script is running before market is open
startPortVal = a.getAcct()["last_equity"]
maxPrice = 1
symbols = a.getVolatilePennies(maxPrice, 'up')
percDiff = 2 #only sell if stock's return is this % higher than portfolio current gain/loss %
targetPerc = 2 #shoot for this portfolio gain/day
absMinPerc = 5 #biggest loss amount that we want at any point during the day (avoids major crashes)
wait2start = 60 * 5 #wait this long (s) after open to start trading
#wait for market to settle to start trading
# while(a.marketTime()[3]<(openTime+wait2start)):
# print("Market is open. Trading in "+str(round((wait2start-(a.marketTime()[3]-openTime))/60,2))+" minutes.")
# time.sleep(60)
if (a.marketIsOpen()):
maxPrice = 1 #should be 1,2, or 5 usually
symbols = a.getVolatilePennies(maxPrice, 'up')
uniqueAvailable = len(symbols)
num2Buy = int(
uniqueAvailable * 3 / 4
) # of unique stocks to buy - don't grab all from list, this should avoid too many repeats
min2hold = 15 #minnumber to go down to before selling all and restarting
waitTime = 5 #time to wait (s) between checking again
perc2selldn = 20 # sell at this % loss
targetPercMet = 0 # set flag if the target % has been met
while (timeTillClose() >= 60): #go until ~1 min before market closes
cashOnHand = float(
a.getAcct()["cash"]) * 0.5 #avaiable cash to buy with
numShares = int(cashOnHand / maxPrice /
num2Buy) # of shares of each stock to buy
pos = a.getPos() #get held positions
portPerc = (float(a.getAcct()["equity"]) / float(startPortVal) -
1) * 100 #get % change of portfolio
if (len(pos) >=
min2hold): #as long as we have more than the minimum
for e in pos:
diff = float(e["current_price"]) - float(
e["avg_entry_price"]) #check the gain/loss
perc = diff / float(
e["avg_entry_price"]) * 100 #get % change
if (perc >= 3 / 4 * (portPerc + percDiff)
or perc <= -3 / 4 * perc2selldn
): #show the info when it gets close to sell time
print(e["symbol"] + " - " + str(round(perc, 2)) + "%")
if ((perc >= (portPerc + percDiff) or perc <= -perc2selldn
)): #if it meets the criteria to sell
print(
a.createOrder("sell", e["qty"], e["symbol"],
"market", "day")) #sell that bitch
a.buyRandom(1, symbols,
numShares) #and buy a new random one
else: #if we fall below minimum
a.sellAll(0) #throw it all away
a.buyFromTop(num2Buy, symbols,
numShares) #and buy from the top again
print("\n" + str(len(pos)) + " stocks held - Portfolio change: " +
str(round(portPerc, 2)) + "% - " + str(timeTillClose()) +
" seconds till close\n")
if (portPerc >= 2 * targetPerc
): #if twice target % is reached, stop for the day
a.sellAll()
print("Target met x2! We done good. Done for the day.")
break
elif (portPerc >= targetPerc): #if target % is met, set the flag
print("Target gain met! Seeing if we can go higher...")
targetPercMet = 1
elif (
targetPercMet and portPerc < targetPerc
): #if the flag is set, but the portfolio % is now less, stop for the day
a.sellAll()
print(
"We did well, but we done lost it. Done trading for the day."
)
break
elif (
portPerc <= -absMinPerc
): #if portfolio % is sucking balls, just give up for the day
a.sellAll()
print(
"We lost it today. Calling it quits before too much is gone."
)
break
else:
print("Market is closed.")
print("Done trading for the day. See you tomorrow!")
def algo7():
print(
"algo 7:\nbuy a bunch of volatile stocks\nif total portfolio value increased by X%, sell and hold there\nif total value decreased by Y%, sell aand hold there\nrepeat daily"
)
#if it doesn't reach that by a certain time, then have secondary (and tertiary?) % to get to
#if it's mostly negative by a certain time, then cut losses
openTime = int(
a.marketTime()
[3]) #this assumes the script is running before market is open
startPortVal = a.getAcct()["last_equity"]
primaryPerc = 2 #sell everything if the porfolio reaches this gain
time1 = openTime + 3600 * 2 #by this time (2hrs after open)
secondaryPerc = primaryPerc / 2 #in case portfolio gain doesn't reach the primary percent
time2 = openTime + int(3600 * 3.5) #by this time (3.5 hrs after open)
tertiaryPerc = secondaryPerc / 2
time3 = openTime + 3600 * 4 #break even time
downPerc = 1 #sell if the portfolio drops below this percent after a certain time
timeDn = openTime + 3600 * 5 #currently not used - time2 is used in its place
absMinPerc = 5 #biggest loss amount that we want at any point during the day
wait2start = 60 * 15 #wait this long (s) after open to start trading
#wait for market to settle to start trading
# while(a.marketTime()[3]<(openTime+wait2start)):
# print("Market is open. Trading in "+str(round((wait2start-(a.marketTime()[3]-openTime))/60,2))+" minutes.")
# time.sleep(60)
if (a.marketIsOpen()):
cashOnHand = float(a.getAcct()["cash"]) #avaiable cash to buy with
maxPrice = 1 #should be 1,2, or 5 usually
symbols = a.getVolatilePennies(maxPrice, 'up')
uniqueAvailable = len(symbols)
num2Buy = int(
uniqueAvailable * 3 / 4
) # of unique stocks to buy - don't grab all from list, this should avoid too many repeats
numShares = int(cashOnHand / maxPrice /
num2Buy) # of shares of each stock to buy
min2hold = min(
num2Buy,
15) #minnumber to go down to before selling all and restarting
waitTime = 5 #time to wait (s) between checking again
perc2sellup = 12 # sell at this % gain
perc2selldn = 20 # sell at this % loss
while (timeTillClose() >= 60): #go until ~2 min before market closes
pos = a.getPos() #get held positions
if (len(pos) >=
min2hold): #as long as we havee more than the minimum
for e in pos:
diff = float(e["current_price"]) - float(
e["avg_entry_price"]) #check the gain/loss
perc = diff / float(
e["avg_entry_price"]) * 100 #get % change
if (diff > 0 or perc <= -3 / 4 * perc2selldn
): #show the info when it gets close to failing
print(e["symbol"] + " - " + str(round(perc, 2)) + "%")
if ((perc >= perc2sellup or perc <= -perc2selldn
)): #if it meets the criteria to sell
print(
a.createOrder("sell", e["qty"], e["symbol"],
"market", "day")) #sell that bitch
if (perc <= -perc2selldn
): #if it failed, rebuy a random stock
a.buyRandom(1, symbols, numShares)
else: #if we fall below minimum
a.sellAll(0) #throw it all away
a.buyFromTop(num2Buy, symbols,
numShares) #and buy from the top again
portPerc = (float(a.getAcct()["equity"]) / float(startPortVal) -
1) * 100
print("\n" + str(len(pos)) + " stocks held - Portfolio change: " +
str(round(portPerc, 2)) + "% - " + str(timeTillClose()) +
" seconds till close\n")
if (portPerc >= primaryPerc):
a.sellAll(0)
print("Done trading for the day! We reached the mark.")
break
elif (portPerc >= secondaryPerc
and int(a.marketTime()[3]) >= time1):
a.sellAll(0)
print("Done trading for the day! We got second best.")
break
elif (portPerc >= tertiaryPerc
and int(a.marketTime()[3]) >= time2):
a.sellAll(0)
print(
"Done trading for the day! We did okay, better than nothing."
)
break
elif (round(portPerc, 2) == 0 and int(a.marketTime()[3]) >= time3):
a.sellAll(0)
print("Done trading for the day! We broke even.")
break
elif ((portPerc <= -downPerc)
and int(a.marketTime()[3]) >= timeDn):
print()
a.sellAll(0)
print("Done trading for the day. We lost some today.")
break
elif (portPerc <= -absMinPerc):
a.sellAll(0)
print("Done trading for the day. We lost a fair amount today.")
break
time.sleep(waitTime)
a.sellAll(0)
print("Market is Closed.")
'''
